+74.9%
USAR vs RPRX
+128.1%
-53.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +5.1% | -7.2% | -3.1% |
| 30D | +2.6% | +11.2% | -8.6% | +0.5% |
| 3M | -35.0% | +16.7% | -51.7% | -37.3% |
| 6M | -6.9% | +36.0% | -42.9% | -13.9% |
| YTD | +48.0% | +67.8% | -19.8% | +31.4% |
| 1Y | +24.8% | +76.7% | -51.9% | +9.3% |
| 3Y | +73.2% | +128.1% | -54.9% | +48.6% |
| All | +74.9% | +128.1% | -53.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling